At the start of Mexico’s farewell friendly game last Saturday against Scotland in the iconic Estadio Azteca, fans were ecstatic, singing Cielito Lindo and doing the wave. By the end of the game, despite Mexico’s 1-0 win, fans had turned on the team and were shouting for Colombian coach Juan Carlos Osorio to be fired.

It was a typically capricious scene, where Mexicans can be religiously devoted to El Tri, but, at the same time, denounce the players, the coach, the federation, and every decision they make.

This hot and cold support may at once be a symptom and a cause of Mexico’s poor record on the international stage. Mexico is heading to its seventh consecutive World Cup in Russia 2018, but unlike any other team with the same distinction, the country has never made it past the second round.

The criticism puts everyone involved on the defensive, leaving the players feeling unmoored from their fans and Osorio sidelined as a permanent outsider who may...